Lorenz Richter

VarGrad: A Low-Variance Gradient Estimator for Variational Inference

2020 · Refubium (Universitätsbibliothek der Freien Universität Berlin)

We analyse the properties of an unbiased gradient estimator of the evidence lower bound (ELBO) for variational inference, based on the score function method with leave-one-out control variates. We show that this gradient estimator can …

Improving control based importance sampling strategies for metastable diffusions via adapted metadynamics

2022 · arXiv (Cornell University)

Sampling rare events in metastable dynamical systems is often a computationally expensive task and one needs to resort to enhanced sampling methods such as importance sampling. Since we can formulate the problem of finding optimal …